-26.7%
ZTS vs ROP
+10.4%
-37.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.9% | +3.5% | +6.1% |
| 7D | +15.4% | +11.7% | +3.7% | +11.2% |
| 30D | +25.8% | +35.5% | -9.7% | +13.8% |
| 3M | +18.1% | +25.6% | -7.5% | +9.3% |
| 6M | -19.7% | +39.3% | -59.0% | -28.5% |
| YTD | -27.5% | +11.6% | -39.2% | -32.5% |
| 1Y | -26.7% | +10.6% | -37.3% | -31.3% |
| All | -26.7% | +10.4% | -37.1% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling